UniCredit Call 14.1468 AOMD 19.03.../  DE000HD43DH3  /

Frankfurt Zert./HVB
2024-06-05  7:29:11 PM Chg.+0.500 Bid9:59:44 PM Ask9:59:44 PM Underlying Strike price Expiration date Option type
5.020EUR +11.06% 4.870
Bid Size: 1,000
5.290
Ask Size: 1,000
ALSTOM S.A. INH. ... 14.1468 EUR 2025-03-19 Call
 

Master data

WKN: HD43DH
Issuer: UniCredit
Currency: EUR
Underlying: ALSTOM S.A. INH. EO 7
Type: Warrant
Option type: Call
Strike price: 14.15 EUR
Maturity: 2025-03-19
Issue date: 2024-03-25
Last trading day: 2025-03-18
Ratio: 1:1.06
Exercise type: American
Quanto: -
Gearing: 3.99
Leverage: Yes

Calculated values

Fair value: 5.38
Intrinsic value: 3.34
Implied volatility: 0.39
Historic volatility: 0.55
Parity: 3.34
Time value: 1.26
Break-even: 18.49
Moneyness: 1.22
Premium: 0.07
Premium p.a.: 0.09
Spread abs.: 0.10
Spread %: 2.22%
Delta: 0.80
Theta: 0.00
Omega: 3.19
Rho: 0.07
 

Quote data

Open: 4.590
High: 5.180
Low: 4.590
Previous Close: 4.520
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -13.15%
1 Month  
+80.58%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.790 4.520
1M High / 1M Low: 5.850 2.810
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.252
Avg. volume 1W:   0.000
Avg. price 1M:   4.527
Avg. volume 1M:   298.455
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   145.17%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -